Results 161 to 170 of about 68,268 (314)

Capital Asset Pricing Model (CAPM) Versus FF Three Factor Model: The Choice of Asset Pricing Model for Bank Stocks at Nairobi Securities Exchange

, 2022
Dennis Bulla, Masinde Muliro
openalex   +1 more source

Existence and Uniqueness in the CAPM with a Riskless Asset

, 1996
Andreas Loeffler, Thorsten Hens
openalex   +1 more source

Test of Multi-moment Capital Asset Pricing Model: Evidence from Karachi Stock Exchange [PDF]

This study examines the Capital Asset Pricing Model of Sharpe (1964) Lintner (1965) and Black (1972) as the benchmark model in the asset pricing theory.
Attiya Y. Javid, Eatzaz Ahmad
core  

Deciphering equity style returns: An analysis of size and value anomalies in the Pakistani stock exchange. [PDF]

Heliyon, 2023
Kashif M, Chamadia S, Ahmed F, Trinidad Segovia JE.   +3 more
europepmc   +1 more source

CAPM based Quantification of Bankruptcy Risk: A Heuristic Approach

, 2020
Areeba Khan, Sulaman Hafeez Siddiqui, Sohail Saeed, Muhammad Fahad Khan   +3 more
openalex   +2 more sources

Stock market reaction to US interest rate hike: evidence from an emerging market. [PDF]

Heliyon, 2023
Kim J.
europepmc   +1 more source

Research on the investment efficiency of each factor in A-share market——Take CAPM, FF three factor and FF five factor models as examples

, 2022
Haoyu Sun
openalex   +2 more sources

Stock profiling using time-frequency-varying systematic risk measure. [PDF]

Financ Innov, 2023
Mestre R.
europepmc   +1 more source

Autoregressive multifactor APT model for U.S. Equity Markets [PDF]

Arbitrage Pricing Theory is a one period asset pricing model used to predict equity returns based on a multivariate linear regression. We choose three sets of factors – Market specific, firm specific, and an autoregressive return term to explain returns ...
Malhotra, Karan
core   +1 more source

Pricing Climate Change Risks: CAPM with Rare Disasters and Stochastic Probabilities

, 2019
C. Karydas, A. Xepapadeas
semanticscholar   +1 more source